+220.1%
C vs CRL
+400.8%
-180.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +0.9% |
| 7D | -0.9% | +4.4% | -5.3% | -2.6% |
| 30D | -5.4% | +17.1% | -22.5% | -10.9% |
| 3M | -9.2% | +32.1% | -41.3% | -18.3% |
| 6M | -1.8% | +98.9% | -100.8% | -24.6% |
| YTD | +6.7% | +77.1% | -70.4% | -15.5% |
| 1Y | +23.5% | +110.3% | -86.7% | -8.2% |
| 3Y | +219.8% | +108.5% | +111.3% | +119.9% |
| 5Y | +112.4% | -7.9% | +120.3% | +99.9% |
| 10Y | +220.1% | +368.9% | -148.8% | +33.7% |
| All | +220.1% | +400.8% | -180.7% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling